CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 21-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7439 |
0.7432 |
-0.0006 |
-0.1% |
0.7499 |
High |
0.7463 |
0.7436 |
-0.0027 |
-0.4% |
0.7503 |
Low |
0.7425 |
0.7382 |
-0.0043 |
-0.6% |
0.7382 |
Close |
0.7441 |
0.7387 |
-0.0054 |
-0.7% |
0.7387 |
Range |
0.0038 |
0.0054 |
0.0016 |
42.1% |
0.0121 |
ATR |
0.0036 |
0.0037 |
0.0002 |
4.6% |
0.0000 |
Volume |
188 |
159 |
-29 |
-15.4% |
657 |
|
Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7564 |
0.7529 |
0.7417 |
|
R3 |
0.7510 |
0.7475 |
0.7402 |
|
R2 |
0.7456 |
0.7456 |
0.7397 |
|
R1 |
0.7421 |
0.7421 |
0.7392 |
0.7412 |
PP |
0.7402 |
0.7402 |
0.7402 |
0.7397 |
S1 |
0.7367 |
0.7367 |
0.7382 |
0.7358 |
S2 |
0.7348 |
0.7348 |
0.7377 |
|
S3 |
0.7294 |
0.7313 |
0.7372 |
|
S4 |
0.7240 |
0.7259 |
0.7357 |
|
|
Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7787 |
0.7708 |
0.7454 |
|
R3 |
0.7666 |
0.7587 |
0.7420 |
|
R2 |
0.7545 |
0.7545 |
0.7409 |
|
R1 |
0.7466 |
0.7466 |
0.7398 |
0.7445 |
PP |
0.7424 |
0.7424 |
0.7424 |
0.7414 |
S1 |
0.7345 |
0.7345 |
0.7376 |
0.7324 |
S2 |
0.7303 |
0.7303 |
0.7365 |
|
S3 |
0.7182 |
0.7224 |
0.7354 |
|
S4 |
0.7061 |
0.7103 |
0.7320 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7503 |
0.7382 |
0.0121 |
1.6% |
0.0038 |
0.5% |
4% |
False |
True |
131 |
10 |
0.7551 |
0.7382 |
0.0168 |
2.3% |
0.0033 |
0.5% |
3% |
False |
True |
176 |
20 |
0.7617 |
0.7382 |
0.0235 |
3.2% |
0.0033 |
0.4% |
2% |
False |
True |
118 |
40 |
0.7675 |
0.7382 |
0.0293 |
4.0% |
0.0028 |
0.4% |
2% |
False |
True |
69 |
60 |
0.7857 |
0.7382 |
0.0475 |
6.4% |
0.0024 |
0.3% |
1% |
False |
True |
51 |
80 |
0.7857 |
0.7382 |
0.0475 |
6.4% |
0.0022 |
0.3% |
1% |
False |
True |
40 |
100 |
0.7857 |
0.7382 |
0.0475 |
6.4% |
0.0020 |
0.3% |
1% |
False |
True |
33 |
120 |
0.7857 |
0.7382 |
0.0475 |
6.4% |
0.0019 |
0.3% |
1% |
False |
True |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7665 |
2.618 |
0.7577 |
1.618 |
0.7523 |
1.000 |
0.7490 |
0.618 |
0.7469 |
HIGH |
0.7436 |
0.618 |
0.7415 |
0.500 |
0.7409 |
0.382 |
0.7403 |
LOW |
0.7382 |
0.618 |
0.7349 |
1.000 |
0.7328 |
1.618 |
0.7295 |
2.618 |
0.7241 |
4.250 |
0.7153 |
|
|
Fisher Pivots for day following 21-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7409 |
0.7428 |
PP |
0.7402 |
0.7415 |
S1 |
0.7394 |
0.7401 |
|